IMPACT OF CONTROLING THE SUM OF ERROR PROBABILITY IN THE SEQUENTIAL PROBABILITY RATIO TEST

Bijoy Kumarr Pradhan ()

Statistica, 2007, vol. 67, issue 4, 351-366

Abstract: A generalized modified method is proposed to control the sum of error probabilities in sequential probability ratio test to minimize the weighted average of the two average sample numbers under a simple null hypothesis and a simple alternative hypothesis with the restriction that the sum of error probabilities is a pre-assigned constant to find the optimal sample size and finally a comparison is done with the optimal sample size found from fixed sample size procedure. The results are applied to the cases when the random variate follows a normal law as well as Bernoullian law.

Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:67:y:2007:i:4:p:351-366

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